-13.6%
SKDD vs GPC
+3.3%
-16.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +6.6% |
| 7D | +28.7% | +4.1% | +24.6% | +17.6% |
| 30D | +54.1% | +0.1% | +53.9% | +53.1% |
| 3M | -22.7% | -3.9% | -18.8% | -19.9% |
| All | -13.6% | +3.3% | -16.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling